Mini courses
2022:
2021:
- Online Course "Statistical and machine learning" by Richter Stefan
2020:
- Online Course "Introduction to Stochastic Differential Equations" by professor Alexander Veretennikov
- Lectures on Stochastic Differential Equations Driven by Wiener Processes and Poisson Random Measures by Daria Loukianova
2019:
- Lectures "Problems of Ergodic Control for Diffusion Process with Switching" by professor Alexander Veretennikov
- Mini-course "Electricity Markets and Electricity Trading" by Petr Tankov
- Mini-course "Discrete Time Models in Option Pricing" by Andrea Pascucci
- Mini-course "Heavy-tailed and Dependent Models and Robust Inference in Finance and Economics" by Rustam Ibragimov
2018:
- Mini-course «Monte Carlo methods for optimal stochastic control» Jan Palczewski
- Mini-course "Introduction to financial mathematics" - Professor V.N. Kolokoltsov
- Mini-course by Professor A. Veretennikov
- Mini-course "Asymptotic properties of diffusion type semigroups" S. A. Stepin
- A mini-course 'Two problems of filtering for random processes' Professor A.Veretennikov
- Mini-course "Topics in stochastic analysis and finance mathematics" professor A.Yu. Veretennikov
- Mini-course "McKean-Vlasov SDEs, Particle Systems and Calculus on Wasserstein Space" Lukasz Szpruch
- Mini-course "Computational methods of stochastics" Professor D.Belomestny
2017:
- Mini-Course "Probability and Statistics for Frequency High Data " Professor Mark Podolskij
- Mini-course Statistical Network Analysis" Professor Olga Klopp
- "Evaluation by SLOPE and Lasso estimation: improved oracle boundaries and optimality" Professor Alexander Tsybakov
- Mini-course "Some chapters of the theory of stochastic differential equations (SDE)" Professor Alexander Veretennikov
2016:
- Mini-course "Metric Geometry and Optinal Transport"
- "Statistics of stochastic processes and time series" - Prof. Denis Belomestny
2015:
- "Estimation and calibration of Levy type models" - Prof. Denis Belomestny
- "Fractional Calculus and Random Flights" - Prof. Enzo Orsingher
- "Topics in Stochastic Analysis" - Prof. Stephane Menozzi
- "Introduction to the theory of Ito SDE II" - Prof. Alexander Veretennikovов
- "Particle and related methods" - Prof. Denis Belomestny
- "Diffusions Processes on Manyfolds" - Prof. Stephane Menozzi
- "Introduction to the theory of Ito SDE III" - Prof. Alexander Veretennikov
- «Introduction to High-Dimensional Statistics I» - Prof. Enno Mammen
- «Introduction to High-Dimensional Statistics II» - Prof. Enno Mammen
- "Copulas and their applications" - Prof. Paul Deheuvels
2014:
- "Nonparametric Curve Estimation" - Prof. Enno Mammen
- "Introduction to the theory of Ito SDE" - Prof. Alexander Veretennikov
- "Topics in Applied Probability" - Prof. Michael Grabchak
- "Backward SDEs and approximations" - Prof. Denis Belomestny
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